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Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and control. Unfortunately, despite providing a closed-form inference solution, GPs are non-parametric models that typically scale cubically with the dataset size, hence making them difficult to be used especially on onboard Size, Weight, and Power (SWaP) constrained aerial robots. In addition, the integration of popular libraries with GPs for different kernels is not trivial. In this paper, we propose GaPT, a novel toolkit that converts GPs to their state space form and performs regression in linear time. GaPT is designed to be highly compatible with several optimizers popular in robotics. We thoroughly validate the proposed approach for learning quadrotor dynamics on both single and multiple input GP settings. GaPT accurately captures the system behavior in multiple flight regimes and operating conditions, including those producing highly nonlinear effects such as aerodynamic forces and rotor interactions. Moreover, the results demonstrate the superior computational performance of GaPT compared to a classical GP inference approach on both single and multi-input settings especially when considering large number of data points, enabling real-time regression speed on embedded platforms used on SWaP-constrained aerial robots.

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Neural network verification mainly focuses on local robustness properties. However, often it is important to know whether a given property holds globally for the whole input domain, and if not then for what proportion of the input the property is true. While exact preimage generation can construct an equivalent representation of neural networks that can aid such (quantitative) global robustness verification, it is intractable at scale. In this work, we propose an efficient and practical anytime algorithm for generating symbolic under-approximations of the preimage of neural networks based on linear relaxation. Our algorithm iteratively minimizes the volume approximation error by partitioning the input region into subregions, where the neural network relaxation bounds become tighter. We further employ sampling and differentiable approximations to the volume in order to prioritize regions to split and optimize the parameters of the relaxation, leading to faster improvement and more compact under-approximations. Evaluation results demonstrate that our approach is able to generate preimage approximations significantly faster than exact methods and scales to neural network controllers for which exact preimage generation is intractable. We also demonstrate an application of our approach to quantitative global verification.

Grade of Membership (GoM) models are popular individual-level mixture models for multivariate categorical data. GoM allows each subject to have mixed memberships in multiple extreme latent profiles. Therefore GoM models have a richer modeling capacity than latent class models that restrict each subject to belong to a single profile. The flexibility of GoM comes at the cost of more challenging identifiability and estimation problems. In this work, we propose a singular value decomposition (SVD) based spectral approach to GoM analysis with multivariate binary responses. Our approach hinges on the observation that the expectation of the data matrix has a low-rank decomposition under a GoM model. For identifiability, we develop sufficient and almost necessary conditions for a notion of expectation identifiability. For estimation, we extract only a few leading singular vectors of the observed data matrix, and exploit the simplex geometry of these vectors to estimate the mixed membership scores and other parameters. Our spectral method has a huge computational advantage over Bayesian or likelihood-based methods and is scalable to large-scale and high-dimensional data. Extensive simulation studies demonstrate the superior efficiency and accuracy of our method. We also illustrate our method by applying it to a personality test dataset.

We explore the features of two methods of stabilization, aggregation and supremizer methods, for reduced-order modeling of parametrized optimal control problems. In both methods, the reduced basis spaces are augmented to guarantee stability. For the aggregation method, the reduced basis approximation spaces for the state and adjoint variables are augmented in such a way that the spaces are identical. For the supremizer method, the reduced basis approximation space for the state-control product space is augmented with the solutions of a supremizer equation. We implement both of these methods for solving several parametrized control problems and assess their performance. Results indicate that the number of reduced basis vectors needed to approximate the solution space to some tolerance with the supremizer method is much larger, possibly double, that for aggregation. There are also some cases where the supremizer method fails to produce a converged solution. We present results to compare the accuracy, efficiency, and computational costs associated with both methods of stabilization which suggest that stabilization by aggregation is a superior stabilization method for control problems.

The question of whether $Y$ can be predicted based on $X$ often arises and while a well adjusted model may perform well on observed data, the risk of overfitting always exists, leading to poor generalization error on unseen data. This paper proposes a rigorous permutation test to assess the credibility of high $R^2$ values in regression models, which can also be applied to any measure of goodness of fit, without the need for sample splitting, by generating new pairings of $(X_i, Y_j)$ and providing an overall interpretation of the model's accuracy. It introduces a new formulation of the null hypothesis and justification for the test, which distinguishes it from previous literature. The theoretical findings are applied to both simulated data and sensor data of tennis serves in an experimental context. The simulation study underscores how the available information affects the test, showing that the less informative the predictors, the lower the probability of rejecting the null hypothesis, and emphasizing that detecting weaker dependence between variables requires a sufficient sample size.

The continuous time stochastic process is a mainstream mathematical instrument modeling the random world with a wide range of applications involving finance, statistics, physics, and time series analysis, while the simulation and analysis of the continuous time stochastic process is a challenging problem for classical computers. In this work, a general framework is established to prepare the path of a continuous time stochastic process in a quantum computer efficiently. The storage and computation resource is exponentially reduced on the key parameter of holding time, as the qubit number and the circuit depth are both optimized via our compressed state preparation method. The desired information, including the path-dependent and history-sensitive information that is essential for financial problems, can be extracted efficiently from the compressed sampling path, and admits a further quadratic speed-up. Moreover, this extraction method is more sensitive to those discontinuous jumps capturing extreme market events. Two applications of option pricing in Merton jump diffusion model and ruin probability computing in the collective risk model are given.

Random graphs are increasingly becoming objects of interest for modeling networks in a wide range of applications. Latent position random graph models posit that each node is associated with a latent position vector, and that these vectors follow some geometric structure in the latent space. In this paper, we consider random dot product graphs, in which an edge is formed between two nodes with probability given by the inner product of their respective latent positions. We assume that the latent position vectors lie on an unknown one-dimensional curve and are coupled with a response covariate via a regression model. Using the geometry of the underlying latent position vectors, we propose a manifold learning and graph embedding technique to predict the response variable on out-of-sample nodes, and we establish convergence guarantees for these responses. Our theoretical results are supported by simulations and an application to Drosophila brain data.

The analysis of large-scale time-series network data, such as social media and email communications, remains a significant challenge for graph analysis methodology. In particular, the scalability of graph analysis is a critical issue hindering further progress in large-scale downstream inference. In this paper, we introduce a novel approach called "temporal encoder embedding" that can efficiently embed large amounts of graph data with linear complexity. We apply this method to an anonymized time-series communication network from a large organization spanning 2019-2020, consisting of over 100 thousand vertices and 80 million edges. Our method embeds the data within 10 seconds on a standard computer and enables the detection of communication pattern shifts for individual vertices, vertex communities, and the overall graph structure. Through supporting theory and synthesis studies, we demonstrate the theoretical soundness of our approach under random graph models and its numerical effectiveness through simulation studies.

For solving combinatorial optimisation problems with metaheuristics, different search operators are applied for sampling new solutions in the neighbourhood of a given solution. It is important to understand the relationship between operators for various purposes, e.g., adaptively deciding when to use which operator to find optimal solutions efficiently. However, it is difficult to theoretically analyse this relationship, especially in the complex solution space of combinatorial optimisation problems. In this paper, we propose to empirically analyse the relationship between operators in terms of the correlation between their local optima and develop a measure for quantifying their relationship. The comprehensive analyses on a wide range of capacitated vehicle routing problem benchmark instances show that there is a consistent pattern in the correlation between commonly used operators. Based on this newly proposed local optima correlation metric, we propose a novel approach for adaptively selecting among the operators during the search process. The core intention is to improve search efficiency by preventing wasting computational resources on exploring neighbourhoods where the local optima have already been reached. Experiments on randomly generated instances and commonly used benchmark datasets are conducted. Results show that the proposed approach outperforms commonly used adaptive operator selection methods.

Three-dimensional (3-D) synthetic aperture radar (SAR) is widely used in many security and industrial applications requiring high-resolution imaging of concealed or occluded objects. The ability to resolve intricate 3-D targets is essential to the performance of such applications and depends directly on system bandwidth. However, because high-bandwidth systems face several prohibitive hurdles, an alternative solution is to operate multiple radars at distinct frequency bands and fuse the multiband signals. Current multiband signal fusion methods assume a simple target model and a small number of point reflectors, which is invalid for realistic security screening and industrial imaging scenarios wherein the target model effectively consists of a large number of reflectors. To the best of our knowledge, this study presents the first use of deep learning for multiband signal fusion. The proposed network, called kR-Net, employs a hybrid, dual-domain complex-valued convolutional neural network (CV-CNN) to fuse multiband signals and impute the missing samples in the frequency gaps between subbands. By exploiting the relationships in both the wavenumber domain and wavenumber spectral domain, the proposed framework overcomes the drawbacks of existing multiband imaging techniques for realistic scenarios at a fraction of the computation time of existing multiband fusion algorithms. Our method achieves high-resolution imaging of intricate targets previously impossible using conventional techniques and enables finer resolution capacity for concealed weapon detection and occluded object classification using multiband signaling without requiring more advanced hardware. Furthermore, a fully integrated multiband imaging system is developed using commercially available millimeter-wave (mmWave) radars for efficient multiband imaging.

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.

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